+2,463.2%
TT vs VYM
+490.3%
+1,972.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +1.6% | +0.1% | +1.4% | +1.4% |
| 30D | -7.3% | -1.3% | -6.0% | -5.8% |
| 3M | -2.6% | +4.1% | -6.6% | -7.1% |
| 6M | +5.9% | +9.8% | -3.9% | -5.2% |
| YTD | +15.4% | +15.3% | +0.1% | -2.5% |
| 1Y | +8.2% | +20.0% | -11.8% | -13.0% |
| 3Y | +122.7% | +66.2% | +56.4% | +19.8% |
| 5Y | +145.0% | +77.5% | +67.4% | +22.0% |
| 10Y | +893.7% | +201.7% | +692.0% | +149.6% |
| All | +2,463.2% | +490.3% | +1,972.9% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling